On a Generalization of the Cauchy Equation.
On a multivariate version of Bernstein's inequality.
On convex stochastic processes.
On differential equations and inclusions with mean derivatives on a compact manifold
We introduce and investigate a new sort of stochastic differential inclusions on manifolds, given in terms of mean derivatives of a stochastic process, introduced by Nelson for the needs of the so called stochastic mechanics. This class of stochastic inclusions is ideologically the closest one to ordinary differential inclusions. For inclusions with forward mean derivatives on manifolds we prove some results on the existence of solutions.
On existence, uniqueness and stability of solutions of multidimensional SDE's with reflecting boundary conditions
On processes with conditional independent increments and stable convergence in law
On random orthogonal polynomials.
On singular integrals with respect to the gaussian measure
On some properties of J-convex stochastic processes.
On the difference between the product and the convolution product of distribution functions.
On the hypercontractivity property.
On the strong convergence to equilibrium for randomly perturbed dynamical systems
On the variance of the number of real roots of a random trigonometric polynomial.
On transformations of Wiener space.
On two transfer principles in stochastic differential geometry
Opérateurs d'échange et quelques applications des méthodes de noyaux
Optimization of Discrete-Time, Stochastic Systems
* This research was supported by a grant from the Greek Ministry of Industry and Technology.In this paper we study discrete-time, finite horizon stochastic systems with multivalued dynamics and obtain a necessary and sufficient condition for optimality using the dynamic programming method. Then we examine a nonlinear stochastic discrete-time system with feedback control constraints and for it, we derive a necessary and sufficient condition for optimality which we then use to establish the existence...